+2,417.1%
MSCI vs THC
+1,423.3%
+993.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +0.6% | +1.3% | -0.7% | +0.3% |
| 3M | -7.1% | +64.2% | -71.3% | -15.1% |
| 6M | +0.8% | +8.3% | -7.4% | -1.4% |
| YTD | +1.0% | +33.4% | -32.4% | -5.2% |
| 1Y | +4.3% | +37.7% | -33.4% | -3.1% |
| 3Y | +9.9% | +236.8% | -226.8% | -14.9% |
| 5Y | -6.8% | +249.3% | -256.0% | -30.3% |
| 10Y | +614.7% | +995.2% | -380.6% | +271.4% |
| All | +2,417.1% | +1,423.3% | +993.9% | +919.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling